Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.626 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49653.52 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45592.31 Kr¶

PnL: ---------------------------------------> 536.31 Kr¶

DD now: ---------------------------------> -6.526 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:04:33.560121'

Anic Portfolio¶

Today¶

Return: 1.596 %¶

This Week¶

Return: 0.711 %¶

Total portfolio value¶

Return including deposits: 62.553 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.620000 1671.120000 202.120000 13.760000 1468.999998
Sedana Medical 93 4.060000 2672.820000 151.820000 6.020000 2521.000011
Orrön Energy 180 5.860000 2177.100000 134.100000 6.560000 2043.000000
Atrium Ljungberg B 5 4.510000 995.500000 60.500000 6.470000 935.000000
Platzer Fastigheter Holding B 12 4.830000 1016.400000 55.400000 5.760000 960.999996
Sagax A 4 5.120000 904.000000 50.000000 5.850000 854.000000
Catena 2 4.230000 837.200000 45.200000 5.710000 792.000000
JM 6 3.550000 909.000000 45.000000 5.210000 864.000000
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 2.800000 995.280000 28.280000 2.920000 966.999996
BioGaia B 8 2.050000 953.600000 23.600000 2.540000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
VEF 909 2.500000 1863.450000 13.450000 0.730000 1850.000436
Byggmax Group 33 1.660000 968.880000 12.880000 1.350000 956.000001
Clas Ohlson B 12 0.920000 983.400000 10.400000 1.070000 972.999996
Biotage 7 0.890000 951.300000 10.300000 1.090000 940.999997
OX2 13 1.590000 955.500000 5.500000 0.580000 949.999999
EQT 4 0.920000 835.600000 3.600000 0.430000 832.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.200000 401.600000 -0.400000 -0.100000 402.000000
ASSA ABLOY B 3 0.150000 777.000000 -2.000000 -0.260000 779.000001
Alimak Group 11 0.240000 919.600000 -8.400000 -0.910000 927.999996
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Addnode Group B 11 0.120000 902.550000 -18.450000 -2.000000 921.000003
SKF B 5 -1.740000 915.750000 -24.250000 -2.580000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Hexagon B 26 1.230000 3432.000000 -29.000000 -0.840000 3461.000010
Indutrade 5 2.150000 1186.000000 -32.000000 -2.630000 1218.000000
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.570000 1047.000000 -62.000000 -5.590000 1109.000001
BHG Group 97 1.500000 1375.460000 -83.540000 -5.730000 1458.999989
TOTAL 45592.310000 536.310000 -6.52637% 45056.000411

Updated:¶

'2023-07-04 16:04:50.876922'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶